Mike Anderson

Mike Anderson

David Eccles School of Business

Salt Lake City, UT 84112

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,359

SSRN CITATIONS
Rank 25,059

SSRN RANKINGS

Top 25,059

in Total Papers Citations

30

CROSSREF CITATIONS

18

Scholarly Papers (4)

Contagion and Excess Correlation in Credit Default Swaps

Number of pages: 43 Posted: 04 Oct 2011
Mike Anderson
Mike Anderson
Downloads 317 (177,258)
Citation 10

Abstract:

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CDS, credit default swap, contagion correlation

What Drives the Commonality between Credit Default Swap Spread Changes?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54 Posted: 21 Mar 2012 Last Revised: 26 Feb 2016
Mike Anderson
Mike Anderson
Downloads 250 (226,496)
Citation 7

Abstract:

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contagion, credit default swap, default, CDS, crisis, correlation, diversification, systemic risk, systematic risk

2.
Downloads 359 (156,227)
Citation 7

Is Post-Crisis Bond Liquidity Lower?

Fisher College of Business Working Paper No. 2017-03-009, Charles A. Dice Center Working Paper No. 2017-09
Number of pages: 55 Posted: 31 Mar 2017 Last Revised: 22 Apr 2017
Mike Anderson and René M. Stulz
Mike Anderson and Ohio State University (OSU) - Department of Finance
Downloads 307 (183,361)
Citation 3

Abstract:

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Bond liquidity, Basel III, regulation, price pressure, bond turnover, bond effective spread

Is Post-Crisis Bond Liquidity Lower?

NBER Working Paper No. w23317
Number of pages: 55 Posted: 10 Apr 2017 Last Revised: 19 Mar 2023
Mike Anderson and René Stulz
Mike Anderson and Ohio State University (OSU) - Fisher College of Business
Downloads 52 (717,405)
Citation 4

Abstract:

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3.

Bond Lending and Bond Returns

George Mason University School of Business Research Paper No. 18-12
Number of pages: 58 Posted: 04 Feb 2018 Last Revised: 21 Sep 2018
Mike Anderson, Brian J. Henderson and Neil D. Pearson
Mike Anderson, George Washington University - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 261 (218,106)
Citation 4

Abstract:

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Securities Lending, Short Sales, Short Selling, Bond Lending, Informed Trading

4.

Does Bond Liquidity Affect Equity Returns?

Number of pages: 41 Posted: 21 Sep 2012 Last Revised: 28 Sep 2012
Mike Anderson
Mike Anderson
Downloads 172 (321,488)

Abstract:

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Bond liquidity, Stock Returns, Cost of Capital, Liquidity, TRACE, Transparency